Unable to use eclipse CDT to debug

Question

I am using eclipse mars to try to debug an application. When I use Run->Debug

The console shows following error message:

Python Exception <type 'exceptions.ImportError'> No module named gdb: 
gdb: warning: 
Could not load the Python gdb module from `/usr/local/share/gdb/python'.
Limited Python support is available from the _gdb module.
Suggest passing --data-directory=/path/to/gdb/data-directory.

This thread mentioned a way might fix the problem but I can not find where should I put the ./gdb -data-directory ./data-directory in eclipse.

Thanks

Rong